UniCredit Call 235 SAP 19.02.2025
/ DE000UG1P3D9
UniCredit Call 235 SAP 19.02.2025/ DE000UG1P3D9 /
| 1/23/2025 8:47:54 AM |
Chg.+0.08 |
Bid10:37:58 AM |
Ask10:37:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+2.69% |
2.86
Bid Size: 45,000 |
2.87
Ask Size: 45,000 |
SAP SE O.N. |
235.00 EUR |
2/19/2025 |
Call |
Master data
| WKN: |
UG1P3D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 EUR |
| Maturity: |
2/19/2025 |
| Issue date: |
1/6/2025 |
| Last trading day: |
2/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
2.73 |
| Time value: |
0.26 |
| Break-even: |
264.90 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
7.55 |
| Rho: |
0.14 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
2.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.79% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.35 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |